CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9874 |
0.9873 |
-0.0001 |
0.0% |
0.9805 |
| High |
0.9884 |
0.9873 |
-0.0011 |
-0.1% |
0.9899 |
| Low |
0.9867 |
0.9843 |
-0.0024 |
-0.2% |
0.9788 |
| Close |
0.9873 |
0.9848 |
-0.0025 |
-0.3% |
0.9873 |
| Range |
0.0017 |
0.0030 |
0.0013 |
76.5% |
0.0111 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
66,290 |
67,756 |
1,466 |
2.2% |
470,494 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9945 |
0.9926 |
0.9865 |
|
| R3 |
0.9915 |
0.9896 |
0.9856 |
|
| R2 |
0.9885 |
0.9885 |
0.9854 |
|
| R1 |
0.9866 |
0.9866 |
0.9851 |
0.9861 |
| PP |
0.9855 |
0.9855 |
0.9855 |
0.9852 |
| S1 |
0.9836 |
0.9836 |
0.9845 |
0.9831 |
| S2 |
0.9825 |
0.9825 |
0.9843 |
|
| S3 |
0.9795 |
0.9806 |
0.9840 |
|
| S4 |
0.9765 |
0.9776 |
0.9832 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0141 |
0.9934 |
|
| R3 |
1.0075 |
1.0030 |
0.9904 |
|
| R2 |
0.9964 |
0.9964 |
0.9893 |
|
| R1 |
0.9919 |
0.9919 |
0.9883 |
0.9942 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9865 |
| S1 |
0.9808 |
0.9808 |
0.9863 |
0.9831 |
| S2 |
0.9742 |
0.9742 |
0.9853 |
|
| S3 |
0.9631 |
0.9697 |
0.9842 |
|
| S4 |
0.9520 |
0.9586 |
0.9812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9899 |
0.9819 |
0.0080 |
0.8% |
0.0037 |
0.4% |
36% |
False |
False |
87,951 |
| 10 |
0.9899 |
0.9768 |
0.0131 |
1.3% |
0.0039 |
0.4% |
61% |
False |
False |
91,479 |
| 20 |
0.9956 |
0.9762 |
0.0194 |
2.0% |
0.0045 |
0.5% |
44% |
False |
False |
92,722 |
| 40 |
0.9956 |
0.9734 |
0.0222 |
2.3% |
0.0043 |
0.4% |
51% |
False |
False |
56,141 |
| 60 |
0.9956 |
0.9700 |
0.0256 |
2.6% |
0.0044 |
0.4% |
58% |
False |
False |
37,521 |
| 80 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0045 |
0.5% |
70% |
False |
False |
28,176 |
| 100 |
0.9956 |
0.9595 |
0.0361 |
3.7% |
0.0043 |
0.4% |
70% |
False |
False |
22,543 |
| 120 |
0.9956 |
0.9592 |
0.0364 |
3.7% |
0.0040 |
0.4% |
70% |
False |
False |
18,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0001 |
|
2.618 |
0.9952 |
|
1.618 |
0.9922 |
|
1.000 |
0.9903 |
|
0.618 |
0.9892 |
|
HIGH |
0.9873 |
|
0.618 |
0.9862 |
|
0.500 |
0.9858 |
|
0.382 |
0.9854 |
|
LOW |
0.9843 |
|
0.618 |
0.9824 |
|
1.000 |
0.9813 |
|
1.618 |
0.9794 |
|
2.618 |
0.9764 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9858 |
0.9871 |
| PP |
0.9855 |
0.9863 |
| S1 |
0.9851 |
0.9856 |
|